CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0447 |
1.0437 |
-0.0010 |
-0.1% |
1.0595 |
| High |
1.0464 |
1.0497 |
0.0033 |
0.3% |
1.0718 |
| Low |
1.0398 |
1.0428 |
0.0030 |
0.3% |
1.0413 |
| Close |
1.0436 |
1.0472 |
0.0036 |
0.3% |
1.0479 |
| Range |
0.0066 |
0.0069 |
0.0003 |
3.8% |
0.0306 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
148,136 |
119,956 |
-28,180 |
-19.0% |
893,109 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0640 |
1.0509 |
|
| R3 |
1.0602 |
1.0571 |
1.0490 |
|
| R2 |
1.0534 |
1.0534 |
1.0484 |
|
| R1 |
1.0503 |
1.0503 |
1.0478 |
1.0518 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0473 |
| S1 |
1.0434 |
1.0434 |
1.0465 |
1.0450 |
| S2 |
1.0397 |
1.0397 |
1.0459 |
|
| S3 |
1.0328 |
1.0366 |
1.0453 |
|
| S4 |
1.0260 |
1.0297 |
1.0434 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1271 |
1.0647 |
|
| R3 |
1.1147 |
1.0966 |
1.0563 |
|
| R2 |
1.0842 |
1.0842 |
1.0535 |
|
| R1 |
1.0660 |
1.0660 |
1.0507 |
1.0598 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0505 |
| S1 |
1.0355 |
1.0355 |
1.0450 |
1.0293 |
| S2 |
1.0231 |
1.0231 |
1.0422 |
|
| S3 |
0.9925 |
1.0049 |
1.0394 |
|
| S4 |
0.9620 |
0.9744 |
1.0310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0575 |
1.0398 |
0.0177 |
1.7% |
0.0091 |
0.9% |
42% |
False |
False |
178,032 |
| 10 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0120 |
1.1% |
14% |
False |
False |
140,481 |
| 20 |
1.0924 |
1.0398 |
0.0526 |
5.0% |
0.0117 |
1.1% |
14% |
False |
False |
75,186 |
| 40 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0107 |
1.0% |
8% |
False |
False |
38,455 |
| 60 |
1.1361 |
1.0398 |
0.0963 |
9.2% |
0.0094 |
0.9% |
8% |
False |
False |
26,072 |
| 80 |
1.1416 |
1.0398 |
0.1018 |
9.7% |
0.0087 |
0.8% |
7% |
False |
False |
19,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0788 |
|
2.618 |
1.0676 |
|
1.618 |
1.0607 |
|
1.000 |
1.0565 |
|
0.618 |
1.0539 |
|
HIGH |
1.0497 |
|
0.618 |
1.0470 |
|
0.500 |
1.0462 |
|
0.382 |
1.0454 |
|
LOW |
1.0428 |
|
0.618 |
1.0386 |
|
1.000 |
1.0360 |
|
1.618 |
1.0317 |
|
2.618 |
1.0249 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0468 |
| PP |
1.0465 |
1.0465 |
| S1 |
1.0462 |
1.0462 |
|